Pages that link to "Item:Q4484730"
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The following pages link to Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures (Q4484730):
Displaying 3 items.
- Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (Q2300965) (← links)
- (Q3550746) (← links)
- A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary (Q4504225) (← links)